UC WAR. CALL 09/24 TEG/ DE000HC9N442 /
| 8/9/2024 3:45:10 PM | Chg.+0.2300 | Bid4:12:21 PM | Ask4:12:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6500EUR | +16.20% | 1.5900 Bid Size: 15,000 |
1.6200 Ask Size: 15,000 |
TAG IMMOBILIEN AG | 13.00 - | 9/18/2024 | Call |
Master data
| WKN: | HC9N44 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TAG IMMOBILIEN AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 13.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/3/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.26 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.36 |
| Parity: | 0.95 |
| Time value: | 0.78 |
| Break-even: | 14.73 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.56 |
| Spread %: | 47.86% |
| Delta: | 0.67 |
| Theta: | -0.01 |
| Omega: | 5.44 |
| Rho: | 0.01 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.6900 |
| Low: | 1.4300 |
| Previous Close: | 1.4200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.94% | ||
|---|---|---|---|
| 1 Month | +3.77% | ||
| 3 Months | -7.30% | ||
| YTD | -27.63% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.7000 | 1.4200 |
|---|---|---|
| 1M High / 1M Low: | 2.4600 | 1.4200 |
| 6M High / 6M Low: | 2.5000 | 0.8200 |
| High (YTD): | 5/22/2024 | 2.5000 |
| Low (YTD): | 3/15/2024 | 0.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8087 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4833 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 164.38% | |
| Volatility 6M: | 148.11% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
